M. Guay et Dd. Mclean, OPTIMIZATION AND SENSITIVITY ANALYSIS FOR MULTIRESPONSE PARAMETER-ESTIMATION IN SYSTEMS OF ORDINARY DIFFERENTIAL-EQUATIONS, Computers & chemical engineering, 19(12), 1995, pp. 1271-1285
Methodology for the simultaneous solution of ordinary differential equ
ations (ODEs) and associated parametric sensitivity equations using th
e Decoupled Direct Method (DDM) is presented with respect to its appli
cability to multiresponse parameter estimation for systems described b
y nonlinear ordinary differential equations. The DDM is extended to pr
ovide second order sensitivity coefficients and incorporated in multir
esponse parameter estimation algorithms utilizing a modified Newton sc
heme as well as a hybrid Newton/Gauss-Newton optimization algorithm. S
ignificant improvements in performance are observed with use of both t
he second order sensitivities and hybrid optimization method. In this
work, our extension of the DDM to evaluate second order sensitivities
and development of new hybrid estimation techniques provide ways to mi
nimize the well-known drawbacks normally associated with second-order
optimization methods and expand the possibility of realizing their ben
efits, particularly for multiresponse parameter estimation in systems
of ODEs.